output
20042009
most citedGeneralization error bounds in semi-supervised classification under the cluster assumption

109 citations

researchers with a paper here
collaborating institutions
Showing 2009Show all

21 papers · 1 filter

math.PR2009★ 5 cited

The critical random barrier for the survival of branching random walk with absorption

Bruno Jaffuel

We study a branching random walk on $\r$ with an absorbing barrier. The position of the barrier depends on the generation. In each generation, only the individuals born below the b…

math.DS2009

Linear drift and entropy for regular covers

François Ledrappier

We consider a regular Riemannian cover $\M$ of a compact Riemannian manifold. The linear drift and the Kaimanovich entropy are geometric invariants defined by asymptotic…

math.PR2009★ 3 cited

Universal Gaussian fluctuations of non-Hermitian matrix ensembles

Ivan Nourdin, Giovanni Peccati

We prove multi-dimensional central limit theorems for the spectral moments (of arbitrary degrees) associated with random matrices with real-valued i.i.d. entries, satisfying some a…

math.PR2009

Optimal double stopping time

Magdalena Kobylanski, Marie-Claire Quenez, Elisabeth Rouy-Mironescu

We consider the optimal double stopping time problem defined for each stopping time by $v(S)=\esssup\{E[ψ(τ_1, τ_2) | \F_S], τ_1, τ_2 \geq S \}$. Following the optimal one stop…

q-fin.PM2009

Optimal investment on finite horizon with random discrete order flow in illiquid markets

Paul Gassiat, Huyen Pham, Mihai Sirbu

We study the problem of optimal portfolio selection in an illiquid market with discrete order flow. In this market, bids and offers are not available at any time but trading occurs…

q-fin.CP2009

An application to credit risk of a hybrid Monte Carlo-Optimal quantization method

Giorgia Callegaro, Abass Sagna

In this paper we use a hybrid Monte Carlo-Optimal quantization method to approximate the conditional survival probabilities of a firm, given a structural model for its credit defau…